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Topic: Coefficient of variation problem
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J C Rougier

Posts: 5
Registered: 12/18/04
Coefficient of variation problem
Posted: Jun 13, 1996 12:31 PM
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I think I may be being dense, but can someone show me that the
coefficient of variation of x^a, where x is a positive random variable
with finite second moment, is increasing in a (a>0). I think I can
picture this, or am I deluding myself?

Thanks, Jonathan.
--
Jonathan Rougier (Mr) Address: 23--26 Old Elvet
Department of Economics Durham City DH1 3HY
University of Durham England
E-mail: J.C.Rougier@durham.ac.uk





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